| Trading Metrics calculated at close of trading on 24-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,870.0 |
2,863.0 |
-7.0 |
-0.2% |
2,784.0 |
| High |
2,898.0 |
2,895.0 |
-3.0 |
-0.1% |
2,899.0 |
| Low |
2,857.0 |
2,810.0 |
-47.0 |
-1.6% |
2,770.0 |
| Close |
2,872.0 |
2,828.0 |
-44.0 |
-1.5% |
2,878.0 |
| Range |
41.0 |
85.0 |
44.0 |
107.3% |
129.0 |
| ATR |
49.1 |
51.7 |
2.6 |
5.2% |
0.0 |
| Volume |
879,355 |
1,615,007 |
735,652 |
83.7% |
5,027,393 |
|
| Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,099.3 |
3,048.7 |
2,874.8 |
|
| R3 |
3,014.3 |
2,963.7 |
2,851.4 |
|
| R2 |
2,929.3 |
2,929.3 |
2,843.6 |
|
| R1 |
2,878.7 |
2,878.7 |
2,835.8 |
2,861.5 |
| PP |
2,844.3 |
2,844.3 |
2,844.3 |
2,835.8 |
| S1 |
2,793.7 |
2,793.7 |
2,820.2 |
2,776.5 |
| S2 |
2,759.3 |
2,759.3 |
2,812.4 |
|
| S3 |
2,674.3 |
2,708.7 |
2,804.6 |
|
| S4 |
2,589.3 |
2,623.7 |
2,781.3 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,236.0 |
3,186.0 |
2,949.0 |
|
| R3 |
3,107.0 |
3,057.0 |
2,913.5 |
|
| R2 |
2,978.0 |
2,978.0 |
2,901.7 |
|
| R1 |
2,928.0 |
2,928.0 |
2,889.8 |
2,953.0 |
| PP |
2,849.0 |
2,849.0 |
2,849.0 |
2,861.5 |
| S1 |
2,799.0 |
2,799.0 |
2,866.2 |
2,824.0 |
| S2 |
2,720.0 |
2,720.0 |
2,854.4 |
|
| S3 |
2,591.0 |
2,670.0 |
2,842.5 |
|
| S4 |
2,462.0 |
2,541.0 |
2,807.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,899.0 |
2,810.0 |
89.0 |
3.1% |
48.0 |
1.7% |
20% |
False |
True |
1,102,748 |
| 10 |
2,899.0 |
2,770.0 |
129.0 |
4.6% |
44.9 |
1.6% |
45% |
False |
False |
949,851 |
| 20 |
2,899.0 |
2,660.0 |
239.0 |
8.5% |
46.0 |
1.6% |
70% |
False |
False |
497,797 |
| 40 |
2,899.0 |
2,570.0 |
329.0 |
11.6% |
50.0 |
1.8% |
78% |
False |
False |
250,199 |
| 60 |
2,899.0 |
2,241.0 |
658.0 |
23.3% |
50.4 |
1.8% |
89% |
False |
False |
167,158 |
| 80 |
2,899.0 |
2,241.0 |
658.0 |
23.3% |
50.7 |
1.8% |
89% |
False |
False |
128,532 |
| 100 |
2,899.0 |
2,241.0 |
658.0 |
23.3% |
52.1 |
1.8% |
89% |
False |
False |
103,624 |
| 120 |
2,899.0 |
2,031.0 |
868.0 |
30.7% |
52.2 |
1.8% |
92% |
False |
False |
86,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,256.3 |
|
2.618 |
3,117.5 |
|
1.618 |
3,032.5 |
|
1.000 |
2,980.0 |
|
0.618 |
2,947.5 |
|
HIGH |
2,895.0 |
|
0.618 |
2,862.5 |
|
0.500 |
2,852.5 |
|
0.382 |
2,842.5 |
|
LOW |
2,810.0 |
|
0.618 |
2,757.5 |
|
1.000 |
2,725.0 |
|
1.618 |
2,672.5 |
|
2.618 |
2,587.5 |
|
4.250 |
2,448.8 |
|
|
| Fisher Pivots for day following 24-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,852.5 |
2,854.0 |
| PP |
2,844.3 |
2,845.3 |
| S1 |
2,836.2 |
2,836.7 |
|